+2,802.6%
MULL vs XLRE
+9.1%
+2,793.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +10.9% |
| 7D | +17.3% | -1.2% | +18.5% | +15.8% |
| 30D | +23.5% | -2.8% | +26.3% | +19.0% |
| 3M | -24.0% | -0.2% | -23.8% | -24.4% |
| 6M | +276.7% | +1.9% | +274.8% | +262.2% |
| YTD | +565.1% | +10.6% | +554.5% | +514.2% |
| 1Y | +2,802.6% | +8.8% | +2,793.8% | +2,558.2% |
| All | +2,802.6% | +9.1% | +2,793.5% | +2,558.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling